Elgin White provides a precise service in a finite community. Elgin White aligns to products not functions; we know what makes our clients unique and why people will work for them, we know the challenges people will face once hired and ensure the person not only fits the role but the company.
Elgin White provides recruitment services across market and credit risk with a focus on technical and quantitative areas relating to derivatives businesses. This includes derivative model validation, quantitative risk methodology, counterparty exposure, credit value adjustment and market risk management.
Due to a merger, a major investment bank needed to consolidate two disparate credit risk systems that were located in different global locations, built in different languages and which calculated risk in different ways.
Elgin White was tasked with finding quantitative analysts who could consolidate the existing methodologies and develop a long term system. Using our network of contacts and understanding of the space we found one candidate who had run a similar methodology team in another major investment bank and a quantitative research analyst who had developed similar methodologies with a leading quantitative solutions group. This provided the client with much needed quantitative resource for the significant task at hand.
|Quantitative Analyst – Interest Rate Derivatives Model Validation –Tier One US Investment Bank|
|Director Collateral Management – US Investment Bank|
|Counterparty Exposure Quantitative Analyst – Leading European Investment Bank|
|Credit Derivatives Model Risk Analyst – Tier One Global Investment bank|
|Global Head Market Risk – Middle East Investment Bank|